There are a lot of email archiving solutions out on the market. When you select one, you can have Marketo Support add the email address of your archive solution to the BCC line for all your Marketo emails. This would allow a copy of every single email you send to every single lead to be sent to your archive.

We recommend GlobalRelay (http://globalrelay.com), an enterprise-grade (really!) archiving service we've used since 2007 or so. Because GR charges by unique sender address -- not by volume -- it's affordable for mass email from a subset of your corporate addresses.